+1,149.8%
NBIX vs SIRI
-72.3%
+1,222.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.3% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | -0.2% | +2.5% | -2.7% | -0.5% |
| 3M | -4.0% | +6.6% | -10.6% | -4.7% |
| 6M | +20.6% | +32.9% | -12.3% | +16.7% |
| YTD | +10.1% | +50.5% | -40.3% | +4.9% |
| 1Y | +8.8% | +28.0% | -19.2% | +5.3% |
| 3Y | +42.5% | -22.4% | +64.9% | +42.3% |
| 5Y | +61.5% | -41.3% | +102.8% | +63.1% |
| 10Y | +217.6% | -10.4% | +228.0% | +203.7% |
| All | +1,149.8% | -72.3% | +1,222.1% | +911.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling